Bake Fluid to affect Cloth
You do not need to export your fluid to have it collide. You can save the bake in your desired location, delete every fluid obstacle but the domain, remove the fluid modifier for the domain, then re-apply it. Now here's where the magic happens: set the object to a fluid domain again, and set the bake location to the same file you used for the simulation. DO NOT RE-BAKE THE FILE OR CHANGE ANY SETTINGS! You should notice that it becomes fluid again. Then add a collision physics simulator to the fluid, and do what you want to it to interact with the cloth. Finally, bake the cloth physics, and it should work.